+2,391.6%
SIMO vs PNR
+254.8%
+2,136.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.9% |
| 7D | +0.9% | -3.7% | +4.7% | +3.1% |
| 30D | -25.4% | +33.1% | -58.5% | -36.5% |
| 3M | -17.8% | +3.7% | -21.4% | -20.5% |
| 6M | -29.6% | -7.7% | -21.8% | -28.9% |
| YTD | +100.3% | -32.4% | +132.7% | +134.4% |
| 1Y | +100.4% | -35.0% | +135.4% | +139.2% |
| 3Y | +246.1% | +17.1% | +229.0% | +195.7% |
| 5Y | +189.8% | +0.1% | +189.7% | +159.1% |
| 10Y | +434.6% | +103.2% | +331.4% | +185.9% |
| All | +2,391.6% | +254.8% | +2,136.8% | +551.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling